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Linganisha mbinu

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Kipimo cha Giacomini-White cha Uwezo wa Utendaji wa Utabiri kwa Masharti×Jaribio la Diebold-Mariano la Usahihi Sawa wa Utabiri×
NyanjaEkonometrikiEkonometriki
FamiliaHypothesis testHypothesis test
Mwaka wa asili20061995
MwanzilishiRaffaella Giacomini & Halbert WhiteFrancis Diebold & Roberto Mariano
AinaNon-nested forecast comparison testNon-parametric forecast comparison test
Chanzo asiliaGiacomini, R., & White, H. (2006). Tests of conditional predictive ability. Econometrica, 74(6), 1545–1578. DOI ↗Diebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business & Economic Statistics, 13(3), 253–263. DOI ↗
Majina mbadalaGW Test, Conditional Predictive Ability Test, Giacomini-White CPA Test, Koşullu Tahmin Yeteneği TestiDM Test, Test of Equal Forecast Accuracy, Diebold-Mariano Forecast Comparison Test, Tahmin Doğruluğu Eşitliği Testi
Zinazohusiana33
MuhtasariThe Giacomini-White (GW) test, introduced by Raffaella Giacomini and Halbert White in 2006, evaluates whether two competing forecasting methods have equal conditional predictive ability given information available at the time of forecast. Unlike unconditional tests such as the Diebold-Mariano test, it asks whether one method systematically outperforms the other in specific economic or market conditions, making it especially useful for practitioners who need state-dependent forecast comparisons.The Diebold-Mariano (DM) test, introduced by Diebold and Mariano in 1995, is a widely used non-parametric procedure for formally comparing the predictive accuracy of two competing forecasting models. It evaluates whether the difference in forecast errors between two models is statistically significant, without requiring nested models or specific distributional assumptions about the forecasts, making it broadly applicable across economics, finance, and time-series analysis.
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ScholarGateLinganisha mbinu: Giacomini-White Test · Diebold-Mariano Test. Imepatikana 2026-06-19 kutoka https://scholargate.app/sw/compare